I've been assigned by my faction to construct my first city and it's not going very well. I keep getting error messages that there's a road where I want to build, or that a road is part of the border. Here's the situation:

I didn't realize that on the second construction screen, you have to select where you want the roads to go (N/S/E/W). I thought you had to build or destroy the roads manually, under "Roads" and not "Construction."